QuantLib::LinearInterpolation

LinearInterpolation Class Reference

#include <ql/Math/linearinterpolation.hpp>

Inheritance diagram for LinearInterpolation:

Inheritance graph

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Detailed Description

Linear interpolation between discrete points

Public Member Functions

template<class I1, class I2>

LinearInterpolation (const I1 &xBegin, const I1 &xEnd, const I2 &yBegin)

Constructor & Destructor Documentation

LinearInterpolation ( const I1 & xBegin,

const I1 & xEnd,

const I2 & yBegin

)

Precondition:
the $ x $ values must be sorted.